-28.2%
RBLX vs ESTC
-25.3%
-2.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -2.4% |
| 7D | +1.2% | +2.4% | -1.2% | 0.0% |
| 30D | +5.0% | -4.2% | +9.2% | +7.5% |
| 3M | +31.5% | +2.5% | +29.1% | +27.2% |
| 6M | +18.9% | +81.5% | -62.5% | -16.0% |
| YTD | -38.4% | +16.8% | -55.3% | -46.5% |
| 1Y | -50.7% | -3.5% | -47.3% | -53.1% |
| 3Y | +28.8% | +17.7% | +11.1% | -17.2% |
| 5Y | -53.6% | -51.7% | -1.9% | -44.3% |
| All | -28.2% | -25.3% | -2.9% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ESTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling